+1,994.8%
RSG vs NLY
+1,664.5%
+330.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | 0.0% | -4.0% | +4.0% | +1.0% |
| 30D | +4.0% | -5.2% | +9.2% | +5.3% |
| 3M | +7.4% | +2.8% | +4.5% | +6.5% |
| 6M | +0.1% | +4.2% | -4.1% | -1.3% |
| YTD | +6.0% | +4.7% | +1.4% | +4.3% |
| 1Y | -3.0% | +12.7% | -15.7% | -6.4% |
| 3Y | +56.5% | +62.5% | -6.1% | +36.2% |
| 5Y | +90.9% | +26.3% | +64.6% | +73.8% |
| 10Y | +428.7% | +81.0% | +347.8% | +323.7% |
| All | +1,994.8% | +1,664.5% | +330.3% | +904.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling